Step up rings are used to fit a bigger size filter to the lens than native. This should not introduce vignetting.

Step down is used to fit a smaller filter to the lens than native. This will reduce the image circle produced by the lens, so has a significant risk of vignetting. Specifically, you might lose corners totally to some degree.

Ah so what I want to do is fine, I've just been calling it the wrong thing. I've been wanting to step down from a 58mm thread to 52. Now what concerns me more is the guy who wanted me to buy a step down ring from 52 to 58, not 58 to 52, as he's a "pro". I would have figured I would have been corrected on my miss hap, and he wouldn't want to sell my a 52 to 58m. Either way nothing was purchased.

As long as the filter size is bigger than the lens size, you'll probably be fine. Maybe in theory an ultra-wide lens would be hindered by an adapter ring combo if the rings don't spread out as fast as the lens field of view. I use a step up set myself, sometimes using 2 or 3 rings to get the filter onto a lens. Also consider looking on ebay for specific single adapters going directly from lens to filter sizes needed. They're really cheap from China.

The only problem I've come across with using multiple rings is sometimes it is very hard to separate them again.